+530.1%
SMTC vs EL
+26.1%
+504.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.8% |
| 7D | +13.1% | -6.5% | +19.6% | +16.3% |
| 30D | +19.5% | +11.1% | +8.3% | +12.4% |
| 3M | +2.2% | +10.7% | -8.5% | -4.1% |
| 6M | +94.9% | +6.9% | +88.0% | +82.8% |
| YTD | +127.0% | -6.3% | +133.2% | +120.5% |
| 1Y | +174.6% | +13.5% | +161.1% | +140.3% |
| 3Y | +615.9% | -33.1% | +649.0% | +650.1% |
| 5Y | +125.6% | -68.8% | +194.4% | +257.6% |
| All | +530.1% | +26.1% | +504.0% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling